add NOTIONAL filter support (#481)

adshao · May 9, 2023 · 217b5ca · 217b5ca
1 parent 25b1264
commit 217b5ca
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Showing 4 changed files with 36 additions and 22 deletions.
diff --git a/v2/client.go b/v2/client.go
@@ -14,11 +14,12 @@ import (
  "os"
  "time"
 
+ "github.com/bitly/go-simplejson"
+ jsoniter "github.com/json-iterator/go"
+
  "github.com/adshao/go-binance/v2/common"
  "github.com/adshao/go-binance/v2/delivery"
  "github.com/adshao/go-binance/v2/futures"
- "github.com/bitly/go-simplejson"
- jsoniter "github.com/json-iterator/go"
 )
 
 // SideType define side type of order
@@ -155,7 +156,7 @@ const (
  SymbolFilterTypePriceFilter SymbolFilterType = "PRICE_FILTER"
  SymbolFilterTypePercentPrice SymbolFilterType = "PERCENT_PRICE"
  // Deprecated: use SymbolFilterTypePercentPrice instead
- SymbolFilterTypeMinNotional SymbolFilterType = "NOTIONAL"
+ SymbolFilterTypeMinNotional SymbolFilterType = "MIN_NOTIONAL"
  SymbolFilterTypeNotional SymbolFilterType = "NOTIONAL"
  SymbolFilterTypeIcebergParts SymbolFilterType = "ICEBERG_PARTS"
  SymbolFilterTypeMarketLotSize SymbolFilterType = "MARKET_LOT_SIZE"

diff --git a/v2/exchange_info_service.go b/v2/exchange_info_service.go
@@ -131,11 +131,13 @@ type MinNotionalFilter struct {
  ApplyToMarket bool `json:"applyToMarket"`
 }
 
-// NotionalFilter define min notional filter of symbol
+// NotionalFilter define notional filter of symbol
 type NotionalFilter struct {
  MinNotional string `json:"minNotional"`
- AveragePriceMins int `json:"avgPriceMins"`
- ApplyToMarket bool `json:"applyToMarket"`
+ ApplyMinToMarket bool `json:"applyMinToMarket"`
+ MaxNotional string `json:"maxNotional"`
+ ApplyMaxToMarket bool `json:"applyMaxToMarket"`
+ AvgPriceMins int `json:"avgPriceMins"`
 }
 
 // IcebergPartsFilter define iceberg part filter of symbol
@@ -217,10 +219,10 @@ func (s *Symbol) PercentPriceFilter() *PercentPriceFilter {
 
 // MinNotionalFilter return min notional filter of symbol
 // Deprecated: use NotionalFilter instead
-func (s *Symbol) MinNotionalFilter() *NotionalFilter {
+func (s *Symbol) MinNotionalFilter() *MinNotionalFilter {
  for _, filter := range s.Filters {
- if filter["filterType"].(string) == string(SymbolFilterTypeNotional) {
- f := &NotionalFilter{}
+ if filter["filterType"].(string) == string(SymbolFilterTypeMinNotional) {
+ f := &MinNotionalFilter{}
  if i, ok := filter["minNotional"]; ok {
  f.MinNotional = i.(string)
  }
@@ -236,19 +238,25 @@ func (s *Symbol) MinNotionalFilter() *NotionalFilter {
  return nil
 }
 
-// NotionalFilter return min notional filter of symbol
+// NotionalFilter return notional filter of symbol
 func (s *Symbol) NotionalFilter() *NotionalFilter {
  for _, filter := range s.Filters {
  if filter["filterType"].(string) == string(SymbolFilterTypeNotional) {
  f := &NotionalFilter{}
  if i, ok := filter["minNotional"]; ok {
  f.MinNotional = i.(string)
  }
- if i, ok := filter["avgPriceMins"]; ok {
- f.AveragePriceMins = int(i.(float64))
+ if i, ok := filter["applyMinToMarket"]; ok {
+ f.ApplyMinToMarket = i.(bool)
  }
- if i, ok := filter["applyToMarket"]; ok {
- f.ApplyToMarket = i.(bool)
+ if i, ok := filter["maxNotional"]; ok {
+ f.MaxNotional = i.(string)
+ }
+ if i, ok := filter["applyMaxToMarket"]; ok {
+ f.ApplyMaxToMarket = i.(bool)
+ }
+ if i, ok := filter["avgPriceMins"]; ok {
+ f.AvgPriceMins = int(i.(float64))
  }
  return f
  }

diff --git a/v2/exchange_info_service_test.go b/v2/exchange_info_service_test.go
@@ -52,7 +52,7 @@ func (s *exchangeInfoServiceTestSuite) TestExchangeInfo() {
  "ocoAllowed": true,
  "isSpotTradingAllowed": true,
  "isMarginTradingAllowed": false,
- "filters":[{"filterType":"PRICE_FILTER","minPrice":"0.00000100","maxPrice":"100000.00000000","tickSize":"0.00000100"},{"filterType":"LOT_SIZE","minQty":"0.00100000","maxQty":"100000.00000000","stepSize":"0.00100000"},{"filterType":"NOTIONAL","minNotional":"0.00100000"},{"filterType": "MAX_NUM_ALGO_ORDERS", "maxNumAlgoOrders": 5}],
+ "filters":[{"filterType":"PRICE_FILTER","minPrice":"0.00000100","maxPrice":"100000.00000000","tickSize":"0.00000100"},{"filterType":"LOT_SIZE","minQty":"0.00100000","maxQty":"100000.00000000","stepSize":"0.00100000"},{"filterType":"NOTIONAL","minNotional":"5.00000000", "applyMinToMarket": true, "maxNotional": "9000000.00000000", "applyMaxToMarket": false, "avgPriceMins": 5},{"filterType": "MAX_NUM_ALGO_ORDERS", "maxNumAlgoOrders": 5}],
  "permissions": ["SPOT","MARGIN"]
  }
  ]
@@ -97,7 +97,7 @@ func (s *exchangeInfoServiceTestSuite) TestExchangeInfo() {
  Filters: []map[string]interface{}{
  {"filterType": "PRICE_FILTER", "minPrice": "0.00000100", "maxPrice": "100000.00000000", "tickSize": "0.00000100"},
  {"filterType": "LOT_SIZE", "minQty": "0.00100000", "maxQty": "100000.00000000", "stepSize": "0.00100000"},
- {"filterType": "NOTIONAL", "minNotional": "0.00100000"},
+ {"filterType": "NOTIONAL", "minNotional": "5.00000000", "applyMinToMarket": true, "maxNotional": "9000000.00000000", "applyMaxToMarket": false, "avgPriceMins": 5},
  {"filterType": "MAX_NUM_ALGO_ORDERS", "maxNumAlgoOrders": 5},
  },
  Permissions: []string{"SPOT", "MARGIN"},
@@ -119,9 +119,11 @@ func (s *exchangeInfoServiceTestSuite) TestExchangeInfo() {
  }
  s.assertPriceFilterEqual(ePriceFilter, res.Symbols[0].PriceFilter())
  eMinNotionalFilter := &NotionalFilter{
- MinNotional: "0.00100000",
- AveragePriceMins: 0,
- ApplyToMarket: false,
+ MinNotional: "5.00000000",
+ ApplyMinToMarket: true,
+ MaxNotional: "9000000.00000000",
+ ApplyMaxToMarket: false,
+ AvgPriceMins: 5,
  }
  s.assertMinNotionalFilterEqual(eMinNotionalFilter, res.Symbols[0].NotionalFilter())
  eMaxNumAlgoOrdersFilter := &MaxNumAlgoOrdersFilter{
@@ -206,8 +208,10 @@ func (s *exchangeInfoServiceTestSuite) assertPercentPriceFilterEqual(e, a *Perce
 func (s *exchangeInfoServiceTestSuite) assertMinNotionalFilterEqual(e, a *NotionalFilter) {
  r := s.r()
  r.Equal(e.MinNotional, a.MinNotional, "MinNotional")
- r.Equal(e.AveragePriceMins, a.AveragePriceMins, "AveragePriceMins")
- r.Equal(e.ApplyToMarket, a.ApplyToMarket, "ApplyToMarket")
+ r.Equal(e.ApplyMinToMarket, a.ApplyMinToMarket, "ApplyMinToMarket")
+ r.Equal(e.MaxNotional, a.MaxNotional, "MaxNotional")
+ r.Equal(e.ApplyMaxToMarket, a.ApplyMaxToMarket, "ApplyMaxToMarket")
+ r.Equal(e.AvgPriceMins, a.AvgPriceMins, "AvgPriceMins")
 }
 
 func (s *exchangeInfoServiceTestSuite) assertIcebergPartsFilterEqual(e, a *IcebergPartsFilter) {

diff --git a/v2/futures/client.go b/v2/futures/client.go
@@ -15,8 +15,9 @@ import (
  "os"
  "time"
 
- "github.com/adshao/go-binance/v2/common"
  "github.com/bitly/go-simplejson"
+
+ "github.com/adshao/go-binance/v2/common"
 )
 
 // SideType define side type of order